To make sure I understand your question: You want examples of non-flying insects which ancestor was flying. Or in other words your want examples of insect lineages that lost the ability to fly?
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Remi.bFeb 17 '14 at 22:02

2 Answers
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Do you ask for examples of non-flying insects which ancestor were flying? In other words do you ask for examples of insect lineages that lost the ability to fly?

The ability to fly arose with the clade called the Pterygota. All species from this monophyletic taxon come from ancestors that had once the ability to fly. You can just seek through the tree of life which species lost this ability. You'll find many non-flying species in the following clades for example:

Yes it did evolve once only. At the start the ancestor had 3 pairs of wings that are though to have evolved from gills or from the sclerites of the prothorax. the most anterior pair of wing was lost. The diptera lost a second pair of wings (the posterior ones) that degenerate into halteres (particularly easy to see in crane flies). The insects that perform the most "primitive" fly are the Odonata (dragonflies and damselflies). These insects can move their wings independently which is not the case of other flying insects because the way their wings are attached to the rest of the body has changed.

Wow, this tolweb.org site is awesome, thanks! I see it's only the orders Archaeognatha and Thysanura that have no flying ancestors.
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Owen_RFeb 18 '14 at 0:04

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Yes, there are some fossils (especially those coming from a famous fossil site in great britain) and there still exist a 3-winged species that live on trees that use their wings to head their fall toward the trunk when they let themselves fall to avoid predators. This species might hold the ancestral trait of first winged insect species but it is not sure. Unfortunately, I don't remember where I found these information. There are several points that are still unclear in the evolution of flight in insects (such that which organs developped into wings).
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Remi.bFeb 18 '14 at 12:27

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Fossil records does not allow to know which organ developped into wings. If I am not mistaken, there was one study who should that given the position of the wings compare to I don't remember which structure, it is likely that wings developped from gills. And one study who showed that the molecular factor causing wing devlpoment is a factor also causing sclretie development suggesting that wings come from sclerite. But I am not sure of what I am stating
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Remi.bFeb 18 '14 at 12:31

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Well, that's a good question too! Because the living habitat is only poorly correlated with the phylogeny, it is sometimes hard to really know what was the ancestral stat of a given clade. If you take the example of the most "primitive" flying insect, the Odonata, you'll realize that eggs and larvea live in water. But more "primitive", non-flying insects mostly lived on earth. And the ancestor of all Hexapoda lived on earth. But more recent flying species do not have larvea that live in water.
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Remi.bFeb 18 '14 at 12:37

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Now I realize looking on tolweb.org that the phylogeny is actually quite unclear and the info I had in mind might be wrong. I am not an insect specialist and I don't provide any reference. So please consider I might missing some important point or even saying some mistakes.
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Remi.bFeb 18 '14 at 12:38